Model Identification and Non-unique Structure.

Identification is an essential attribute of any model's parameters, so we consider its three aspects of 'uniqueness', 'correspondence to reality' and 'interpretability'. Observationally-equivalent over-identified models can co-exist, and are mutually encompassing i...

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Autori principali: Hendry, D, Lu, M, Mizon, G
Natura: Working paper
Lingua:English
Pubblicazione: Nuffield College (University of Oxford) 2001